+60.1%
ACN vs GIS
+4.9%
+55.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -1.2% |
| 7D | -3.8% | -3.4% | -0.5% | -1.8% |
| 30D | +16.5% | +6.9% | +9.6% | +12.2% |
| 3M | +41.5% | -10.1% | +51.6% | +51.5% |
| 6M | +60.1% | +5.9% | +54.2% | +52.4% |
| All | +60.1% | +4.9% | +55.2% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling